Quantization and clustering with Bregman divergences

  • Authors:
  • Aurélie Fischer

  • Affiliations:
  • Laboratoire de Statistique Théorique et Appliquée, Université Pierre et Marie Curie-Paris VI, Boíte 158, 175 rue du Chevaleret, 75013 Paris, France

  • Venue:
  • Journal of Multivariate Analysis
  • Year:
  • 2010

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Abstract

This paper deals with the problem of quantization of a random variable X taking values in a separable and reflexive Banach space, and with the related question of clustering independent random observations distributed as X. To this end, we use a quantization scheme with a class of distortion measures called Bregman divergences, and provide conditions ensuring the existence of an optimal quantizer and an empirically optimal quantizer. Rates of convergence are also discussed.